Nothing Special   »   [go: up one dir, main page]

Skip to main content
Log in

Artificial compressibility SAV ensemble algorithms for the incompressible Navier-Stokes equations

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

This report presents two scalar auxiliary variable (SAV) ensemble algorithms based on artificial compressibility (AC) for fast computation of incompressible flow ensembles. We combine and exploit three numerical techniques: ensemble timestepping, SAV, AC, to design extremely efficient and fast algorithms for the computation of a (possibly large) Navier-Stokes flow ensemble. The proposed numerical algorithms feature that (1) all ensemble members share a common constant coefficient matrix allowing the use of efficient block solvers to significantly reduce required computational cost and (2) the computation of the velocity and the pressure is decoupled, and the pressure can be updated directly without solving a Poisson equation, further reducing the overall computational cost. We prove both algorithms are long time stable under a parameter fluctuation condition, without any timestep constraints. Extensive numerical tests are also presented to demonstrate the efficiency and effectiveness of the ensemble algorithms.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7

Similar content being viewed by others

Data availability

Data sharing not applicable to this article as no datasets were generated or analyzed during the current study.

References

  1. Babuška, I., Nobile, F., Tempone, R.: A stochastic collocation method for elliptic partial differential equations with random input data. SIAM J. Numer. Anal. 45, 1005–1034 (2007)

    MathSciNet  MATH  Google Scholar 

  2. Ben-Artzi, M., Croisille, J.-P., Fishelov, D.: Navier-stokes equations in planar domains. Imperial College Press, London (2013)

    MATH  Google Scholar 

  3. Calandra, H., Gratton, S., Langou, J., Pinel, X., Vasseur, X.: Flexible Variants of Block Restarted GMRES Methods with Application to Geophysics. SIAM J. Scientif. Comput. 34(2), 714–736 (2012)

    MathSciNet  MATH  Google Scholar 

  4. Chen, R.M., Layton, W., McLaughlin, M.: Analysis of variable-step/non-autonomous artificial compression methods. J. Math. Fluid Mechan. 21, 30 (2019)

    MathSciNet  MATH  Google Scholar 

  5. Chorin, A.J.: A numerical method for solving incompressible viscous flow problems. J. Comput. Phys. 2, 12–26 (1967)

    MathSciNet  MATH  Google Scholar 

  6. Connors, J.: An ensemble-based conventional turbulence model for fluid-fluid interaction. Int. J. Numer. Anal. Model. 15, 492–519 (2018)

    MathSciNet  MATH  Google Scholar 

  7. DeCaria, V., Illiescu, T., Layton, W., McLaughlin, M., Schneier, M.: An artificial compression reduced order model. SIAM J. Numer. Anal. 58, 565–589 (2020)

    MathSciNet  MATH  Google Scholar 

  8. DeCaria, V., Layton, W., McLaughlin, M.: A conservative, second order, unconditionally stable artificial compression method. Comput. Methods Appl. Mechan. Eng. 325, 733–747 (2017)

    MathSciNet  MATH  Google Scholar 

  9. DeCaria, V., Layton, W., McLaughlin, M.: An analysis of the Robert-Asselin time filter for the correction of nonphysical acoustics in an artificial compression method. Numer. Methods Partial Differ. Equ. 35, 916–935 (2019)

    MathSciNet  MATH  Google Scholar 

  10. Fiordilino, J.: A second order ensemble timestepping algorithm for natural convection. SIAM J. Numer. Anal. 56, 816–837 (2018)

    MathSciNet  MATH  Google Scholar 

  11. Fiordilino, J.: Ensemble time-stepping algorithms for the heat equation with uncertain conductivity. Numer. Methods Partial Differ. Equ. 34, 1901–1916 (2018)

    MathSciNet  MATH  Google Scholar 

  12. Fiordilino, J., Khankan, S.: Ensemble timestepping algorithms for natural convection. Int. J. Numer. Anal. Model. 15, 524–551 (2018)

    MathSciNet  MATH  Google Scholar 

  13. Fiordilino, J., McLaughlin, M.: An artificial compressibility ensemble timestepping algorithm for flow problems, (2017) arXiv:1712.06271

  14. Gallopulos, E., Simoncini, V.: Convergence of BLOCK GMRES and matrix polynomials. Lin. Alg. Appl. 247, 97–119 (1996)

    MathSciNet  MATH  Google Scholar 

  15. Guermond, J.-L., Quartapelle, L.: On stability and convergence of projection methods based on pressure Poisson equation. Int. J. Numer. Methods Fluids 26, 1039–1053 (1998)

    MathSciNet  MATH  Google Scholar 

  16. Gunzburger, M., Iliescu, T., Schneier, M.: A Leray regularized ensemble-proper orthogonal decomposition method for parameterized convection-dominated flows. IMA J. Numer. Anal. 40, 886–913 (2020)

    MathSciNet  MATH  Google Scholar 

  17. Gunzburger, M., Jiang, N., Schneier, M.: An ensemble-proper orthogonal decomposition method for the nonstationary Navier-Stokes equations. SIAM J. Numer. Anal. 55, 286–304 (2017)

    MathSciNet  MATH  Google Scholar 

  18. Gunzburger, M., Jiang, N., Wang, Z.: An efficient algorithm for simulating ensembles of parameterized flow problems. IMA J. Numer. Anal. 39, 1180–1205 (2019)

    MathSciNet  MATH  Google Scholar 

  19. Guermond, J., Minev, P.: High-order time stepping for the incompressible Navier-Stokes equations. SIAM J. Scientif. Comput. 37, A2656–A2681 (2015)

    MathSciNet  MATH  Google Scholar 

  20. Guermond, J., Minev, P.: High-order time stepping for the Navier-Stokes equations with minimal computational complexity. J. Comput. Appl. Math. 310, 92–103 (2017)

    MathSciNet  MATH  Google Scholar 

  21. Guermond, J., Minev, P.: High-order adaptive time stepping for the incompressible Navier-Stokes equations. SIAM J. Scient. Comput. 41, A770–A788 (2019)

    MathSciNet  MATH  Google Scholar 

  22. Gunzburger, M., Webster, C., Zhang, G.: Stochastic finite element methods for partial differential equations with random input data. Acta Numer. 23, 521–650 (2014)

    MathSciNet  MATH  Google Scholar 

  23. He, X., Jiang, N., Qiu, C.: An artificial compressibility ensemble algorithm for a stochastic Stokes-Darcy model with random hydraulic conductivity and interface conditions. Int. J. Numer. Methods Eng. 121, 712–739 (2020)

    MathSciNet  Google Scholar 

  24. Hosder, S., Walters, R., Perez, R.: A non-intrusive polynomial chaos method for uncertainty propagation in CFD simulations, AIAA-Paper 2006–891, 44th AIAA Aerospace Sciences Meeting and Exhibit. Reno, NV, CD-ROM (2006)

    Google Scholar 

  25. Ji, H., Li, Y.: A breakdown-free block conjugate gradient method. BIT Numer. Math. 57(2), 379–403 (2017)

    MathSciNet  MATH  Google Scholar 

  26. Jiang, N., Kaya, S., Layton, W.: Analysis of model variance for ensemble based turbulence modeling. Comput. Methods Appl. Math. 15, 173–188 (2015)

    MathSciNet  MATH  Google Scholar 

  27. Jiang, N., Layton, W.: An algorithm for fast calculation of flow ensembles. Int. J. Uncert. Quantif. 4, 273–301 (2014)

    MathSciNet  MATH  Google Scholar 

  28. Jiang, N., Layton, W.: Numerical analysis of two ensemble eddy viscosity numerical regularizations of fluid motion. Numer. Methods Partial Differ. Equ. 31, 630–651 (2015)

    MathSciNet  MATH  Google Scholar 

  29. Jiang, N., Li, Y., Yang, H.: An artificial compressibility Crank-Nicolson leap-frog method for the Stokes-Darcy model and application in ensemble simulations. SIAM J. Numer. Anal. 59, 401–428 (2021)

    MathSciNet  MATH  Google Scholar 

  30. Jiang, N., Tran, H.: Analysis of a stabilized CNLF method with fast slow wave splittings for flow problems. Comput. Methods Appl. Math. 15, 307–330 (2015)

    MathSciNet  MATH  Google Scholar 

  31. Jiang, N., Yang, H.: Stabilized scalar auxiliary variable ensemble algorithms for parameterized flow problems. SIAM J. Scientif. Comput. 43, A2869–A2896 (2021)

    MathSciNet  MATH  Google Scholar 

  32. Jiang, N., Yang, H.: SAV decoupled ensemble algorithms for fast computation of Stokes Darcy flow ensembles. Comput. Methods Appl. Mechan. Eng. 387, 114150 (2021)

    MathSciNet  MATH  Google Scholar 

  33. John, V.: Reference values for drag and lift of a two-dimensional time-dependent flow around a cylinder. Int. J. Numer. Meth. Fluids 44, 777–788 (2004)

    MATH  Google Scholar 

  34. Ju, L., Leng, W., Wang, Z., Yuan, S.: Numerical investigation of ensemble methods with block iterative solvers for evolution problems. Discrete and Continuous Dynamical Systems - Series B 25, 4905–4923 (2020)

    MathSciNet  MATH  Google Scholar 

  35. Kuznetsov, B., Vladimirova, N., Yanenko, N.: Numerical Calculation of the Symmetrical Flow of Viscous Incompressible Liquid around a Plate (in Russian), Studies in Mathematics and its Applications. Nauka, Moscow (1966)

    Google Scholar 

  36. Layton, W., McLaughlin, M.: Doubly-adaptive artificial compression methods for incompressible flow. J. Numer. Math. 28, 175–192 (2020)

    MathSciNet  MATH  Google Scholar 

  37. Layton, W., Takhirov, A., Sussman, M.: Instability of Crank-Nicolson leap-frog for nonautonomous systems. Int. J. Numer. Anal. Model. Ser. B 5, 289–298 (2014)

    MathSciNet  MATH  Google Scholar 

  38. Li, N., Fiordilino, J., Feng, X.: Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity. J. Scientif. Comput. 79, 1271–1293 (2019)

    MathSciNet  MATH  Google Scholar 

  39. Li, Y., Hou, Y., Rong, Y.: A second-order artificial compression method for the evolutionary Stokes-Darcy system. Numer. Algo. 84, 1019–1048 (2020)

    MathSciNet  MATH  Google Scholar 

  40. Li, X., Shen, J.: Error analysis of the SAV-MAC scheme for the Navier-Stokes equations. SIAM J. Numer. Anal. 58, 2465–2491 (2020)

    MathSciNet  MATH  Google Scholar 

  41. Lin, L., Yang, Z., Dong, S.: Numerical approximation of incompressible Naiver-Stokes equations based on an auxiliary energy variable. J. Comput. Phys. 388, 1–22 (2019)

    MathSciNet  MATH  Google Scholar 

  42. Luo, Y., Wang, Z.: An ensemble algorithm for numerical solutions to deterministic and random parabolic PDEs. SIAM J. Numer. Anal. 56, 859–876 (2018)

    MathSciNet  MATH  Google Scholar 

  43. Luo, Y., Wang, Z.: A multilevel Monte Carlo ensemble scheme for random parabolic PDEs. SIAM J. Scientif. Comput. 41, A622–A642 (2019)

    MathSciNet  MATH  Google Scholar 

  44. McCarthy, J.F.: Block-conjugate-gradient method. Phys. Rev. D 40, 2149 (1989)

    Google Scholar 

  45. Mohebujjaman, M., Rebholz, L.: An efficient algorithm for computation of MHD flow ensembles. Comput. Methods Appl. Math. 17, 121–137 (2017)

    MathSciNet  MATH  Google Scholar 

  46. O’Leary, D.P.: The block conjugate gradient algorithm and related methods. Linear Algebra Appl. 29, 293–322 (1980)

    MathSciNet  MATH  Google Scholar 

  47. Philippe, A., Pierre, F.: Convergence results for the vector penalty-projection and two-step artificial compressibility methods. Discrete & Continuous Dynamical Systems - Series B 17, 1383–1405 (2012)

    MathSciNet  MATH  Google Scholar 

  48. Reagan, M., Najm, H.N., Ghanem, R.G., Knio, O.M.: Uncertainty quantification in reacting-flow simulations through non-intrusive spectral projection. Combustion and Flame 132, 545–555 (2003)

    Google Scholar 

  49. Rong, Y., Layton, W., Zhao, H.: Numerical analysis of an artificial compression method for Magnetohydrodynamic flows at low magnetic Reynolds numbers. J. Scientif. Comput. 76, 1458–1483 (2018)

    MathSciNet  MATH  Google Scholar 

  50. Schäfer, M., Turek, S.: Benchmark computations of laminar flow around cylinder, In: Flow Simulation with HighPerformance Computers II, Notes Numer. Fluid Mech. 52, Vieweg, Wiesbaden, pp. 547–566 (1996)

  51. Shen, J., Xu, J.: Convergence and error analysis for the scalar auxiliary variable (SAV) schemes to gradient flows. SIAM J. Numer. Anal. 56, 2895–2912 (2018)

    MathSciNet  MATH  Google Scholar 

  52. Shen, J., Xu, J., Yang, J.: The scalar auxiliary variable (SAV) approach for gradient flows. J. Comput. Phys. 353, 407–416 (2018)

    MathSciNet  MATH  Google Scholar 

  53. Takhirov, A., Neda, M., Waters, J.: Time relaxation algorithm for flow ensembles. Numer. Methods Partial Differ. Equ. 32, 757–777 (2016)

    MathSciNet  MATH  Google Scholar 

  54. Takhirov, A., Waters, J.: Ensemble algorithm for parametrized flow problems with energy stable open boundary conditions. Comput. Methods Appl. Math. 20, 531–554 (2020)

    MathSciNet  MATH  Google Scholar 

  55. Temam, R.: Sur l’approximation de la solution des équations de Navier-Stokes par la méthode des pas fractionnaires (I). Arch. Rational. Mech. Anal. 33, 135–153 (1969)

    MATH  Google Scholar 

  56. Temam, R.: Sur l’approximation de la solution des équations de Navier-Stokes par la méthode des pas fractionnaires (II). Arch. Rational. Mech. Anal. 33, 377–385 (1969)

    MathSciNet  MATH  Google Scholar 

  57. Xiu, D., Hesthaven, J.S.: High-order collocation methods for differential equations with random inputs. SIAM J. Scientif. Comput. 27, 1118–1139 (2005)

    MathSciNet  MATH  Google Scholar 

  58. Xiu, D., Karniadakis, G.E.: Modeling uncertainty in flow simulations via generalized polynomial chaos. J. Comput. Phys. 187, 137–167 (2003)

    MathSciNet  MATH  Google Scholar 

  59. Xiu, D., Karniadakis, G.E.: A new stochastic approach to transient heat conduction modeling with uncertainty. Int. J. Heat Mass Transfer 46, 4681–4693 (2003)

    MATH  Google Scholar 

Download references

Funding

Nan Jiang was partially supported by the US National Science Foundation grants DMS-1720001, DMS-2120413, and DMS-2143331. Huanhuan Yang was supported in part by the National Natural Science Foundation of China under grant 11801348, the key research projects of general universities in Guangdong Province (grant 019KZDXM034), and the basic research and applied basic research projects in Guangdong Province (Projects of Guangdong, Hong Kong and Macao Center for Applied Mathematics, grant 2020B1515310018).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Huanhuan Yang.

Ethics declarations

Conflict of interest

The authors declare no competing interests.

Additional information

Publisher's note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Springer Nature or its licensor holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Jiang, N., Yang, H. Artificial compressibility SAV ensemble algorithms for the incompressible Navier-Stokes equations. Numer Algor 92, 2161–2188 (2023). https://doi.org/10.1007/s11075-022-01382-z

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-022-01382-z

Keywords

Navigation